Version: 1.0

Below we show the effect of news releases on daily returns and swings.
Critical returns are defined as days when the price range was larger than 2% daily.
Critical swings are defined as times when price corrections larger than 0.25 did not occurred after price extensions larger than 2%. Basically, the price got extended by up to 2% before there was a correction of 0.25%.

\[\\[.0009in]\]

AUDCAD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change
NA NA

Effects on swings

Non filtered swings
Date Change
NA NA

\[\\[.0009in]\]

AUDCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

AUDJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

AUDNZD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change
NA NA

Effects on swings

Non filtered swings
Date Change
NA NA

\[\\[.0009in]\]

AUDUSD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

CADCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

CADJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

CHFJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURAUD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURCAD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change
NA NA

\[\\[.0009in]\]

EURCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURGBP

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURNZD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

EURUSD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPAUD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPCAD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPNZD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

GBPUSD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

NZDCAD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

NZDCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

NZDJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

NZDUSD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

USDCAD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

USDCHF

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change
NA NA

\[\\[.0009in]\]

USDJPY

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

XAUUSD

Range of returns by news release days.

Effects on returns

Non filtered returns
Date Change

Effects on swings

Non filtered swings
Date Change

\[\\[.0009in]\]

AUDCAD AUDCHF AUDJPY AUDNZD AUDUSD CADJPY CADCHF CHFJPY EURAUD EURCAD EURCHF EURGBP EURJPY EURNZD EURUSD GBPAUD GBPCAD GBPCHF GBPJPY GBPNZD GBPUSD NZDCAD NZDCHF NZDJPY NZDUSD USDCAD USDCHF USDJPY XAUUSD ALL